STRATEGY VWAP MOMENTUM

20251016 (Thursday, DoW=4)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 17

Periodo: 2025-10-16 01:39:00 - 2025-10-16 22:59:00

Exposure Days: 1

Trades per Day: 17.00

Avg Duration: 67.35 min

Median Duration: 32.00 min

PERFORMANCE

Total Profit: $-2,855.00

Avg Profit: $-167.94

Median Profit: $-560.00

Std Profit: $1,615.07

Profit Factor: 0.78

WIN/LOSS

Win Rate: 25.0%

Winners / Losers: 4 / 12 (Ratio: 1:3)

Gross Profit: $10,000.00

Gross Loss: $-12,855.00

Avg Winner: $2,500.00

Avg Loser: $-988.85

Avg Winner / Avg Loser: (Ratio: 1:2.53)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-4,895.00

Sharpe Ratio: -0.10

Sortino Ratio: -0.27

Ulcer Index: 379.80

EXIT REASONS

TARGET exits: 4 (23.5%)

STOP exits: 7 (41.2%)

EOD exits: 1 (5.9%)

LONG ENTRIES (BUY)

Total LONG: 9

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-4,280.00

Avg P&L: $-475.56

SHORT ENTRIES (SELL)

Total SHORT: 8

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,425.00

Avg P&L: $178.12

CUMULATIVE P&L